+8,434.7%
SHOP vs HCA
+431.0%
+8,003.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.1% | -3.1% | -2.0% | -4.2% |
| 30D | +0.6% | -1.1% | +1.7% | +0.9% |
| 3M | +25.0% | +12.2% | +12.9% | +19.9% |
| 6M | +11.9% | -25.3% | +37.3% | +22.1% |
| YTD | -9.9% | -12.9% | +3.1% | -7.2% |
| 1Y | 0.0% | -0.9% | +0.9% | -2.0% |
| 3Y | +117.5% | +47.6% | +69.9% | +81.3% |
| 5Y | -6.6% | +67.0% | -73.6% | -27.0% |
| 10Y | +3,320.3% | +471.4% | +2,848.9% | +1,674.7% |
| All | +8,434.7% | +431.0% | +8,003.7% | +4,982.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling